Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon
| Year of publication: |
2006
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|---|---|
| Authors: | Dennis, Patrick ; Mayhew, Stewart ; Stivers, Chris |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 41.2006, 2, p. 381-406
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